backtest_compare_timeframes
Compare trading strategy performance across multiple timeframes (1m to 1d) to identify the optimal timeframe for a given trading pair.
Instructions
Compare strategy performance across different timeframes.
Tests 1m, 5m, 15m, 1h, 4h, 1d to find optimal timeframe.
Args: strategy_name: Strategy to test pair: Trading pair
Returns: Cross-timeframe comparison with optimal timeframe recommendation
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategy_name | Yes | ||
| pair | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |